PortfoliosLab logoPortfoliosLab logo
KEMX vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KEMX vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KEMX achieves a 44.15% return, which is significantly lower than DBE's 79.50% return.


KEMX

1D
0.91%
1M
14.75%
YTD
44.15%
6M
50.30%
1Y
82.49%
3Y*
30.23%
5Y*
14.09%
10Y*

DBE

1D
0.80%
1M
-3.65%
YTD
79.50%
6M
72.59%
1Y
82.31%
3Y*
22.48%
5Y*
19.20%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEMX vs. DBE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
44.15%38.28%0.36%20.57%-19.35%10.55%12.84%7.93%
DBE
Invesco DB Energy Fund
79.50%-2.17%2.96%-12.14%33.77%57.56%-25.91%-2.85%

Correlation

The correlation between KEMX and DBE is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.31

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2019

0.18

The correlation between KEMX and DBE shifts across timeframes, from -0.31 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KEMX vs. DBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KEMX
KEMX Risk / Return Rank: 9292
Overall Rank
KEMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
KEMX Sortino Ratio Rank: 9191
Sortino Ratio Rank
KEMX Omega Ratio Rank: 9393
Omega Ratio Rank
KEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
KEMX Martin Ratio Rank: 9191
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6161
Sortino Ratio Rank
DBE Omega Ratio Rank: 6464
Omega Ratio Rank
DBE Calmar Ratio Rank: 9292
Calmar Ratio Rank
DBE Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KEMX vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) and Invesco DB Energy Fund (DBE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


KEMXDBEDifference

Sharpe ratio

Return per unit of total volatility

3.71

2.37

+1.34

Sortino ratio

Return per unit of downside risk

4.43

2.91

+1.52

Omega ratio

Gain probability vs. loss probability

1.64

1.39

+0.25

Calmar ratio

Return relative to maximum drawdown

5.44

6.10

-0.66

Martin ratio

Return relative to average drawdown

21.72

11.98

+9.74

KEMX vs. DBE - Sharpe Ratio Comparison

The current KEMX Sharpe Ratio is 3.71, which is higher than the DBE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of KEMX and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


KEMXDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.71

2.37

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.66

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.09

+0.60

Drawdowns

KEMX vs. DBE - Drawdown Comparison

The maximum KEMX drawdown since its inception was -38.80%, smaller than the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for KEMX and DBE.


Loading charts...

Drawdown Indicators


KEMXDBEDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-86.69%

+47.89%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-14.41%

-0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

-23.89%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-38.74%

+7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-60.84%

Current Drawdown

Current decline from peak

0.00%

-31.85%

+31.85%

Average Drawdown

Average peak-to-trough decline

-8.86%

-57.31%

+48.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

7.34%

-3.49%

Volatility

KEMX vs. DBE - Volatility Comparison

The current volatility for KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) is 9.67%, while Invesco DB Energy Fund (DBE) has a volatility of 13.47%. This indicates that KEMX experiences smaller price fluctuations and is considered to be less risky than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KEMXDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.67%

13.47%

-3.80%

Volatility (6M)

Calculated over the trailing 6-month period

19.84%

30.80%

-10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

35.02%

-12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

29.37%

-11.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.94%

28.33%

-7.39%

KEMX vs. DBE - Expense Ratio Comparison

KEMX has a 0.25% expense ratio, which is lower than DBE's 0.78% expense ratio.


Dividends

KEMX vs. DBE - Dividend Comparison

KEMX's dividend yield for the trailing twelve months is around 2.28%, more than DBE's 2.15% yield.


PositionTTM20252024202320222021202020192018
DBE
Invesco DB Energy Fund
2.15%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
2.28%3.28%3.39%2.00%4.10%4.79%1.69%2.77%0.00%

Frequently Asked Questions


KEMX and DBE have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (13.47%) compared to KEMX (9.67%). In terms of maximum drawdown, KEMX dropped -38.80% vs DBE's -86.69%.

On 5-year performance, DBE leads with 19.20% vs 14.09% for KEMX. On fees, KEMX is cheaper at 0.25% per year. On volatility, KEMX has been the lower-risk option at 9.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBE has performed better with a 19.20% return vs 14.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KEMX is cheaper with a 0.25% expense ratio, compared with 0.78% for DBE.

KEMX has the higher dividend yield at 2.28%, compared with 2.15% for DBE.

KEMX is categorized as Foreign Large Cap Equities, while DBE is Oil & Gas. KEMX tracks MSCI Emerging Markets ex China Index, while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: CICC and Invesco. Their fees differ too: 0.25% for KEMX and 0.78% for DBE.

KEMX currently has the higher Sharpe Ratio (3.71 vs 2.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KEMX and DBE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer